Soldiers and sailors have explored in the past. Zebulon Pike lead twenty soldiers on an exploration of the Louisiana Purchase (the Pike Expedition), and Lewis and Clark were soldiers in the sense that they were veterans of war with the native Americans.

The US Navy was sent to explore and show the flag in the early 19th century, such as on the Wilkes expedition, which went as far south as the Antarctic coast. So it's not as odd as you think.